-97.0%
TSLQ vs MTB
+82.5%
-179.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.1% | +12.1% | +11.9% |
| 7D | -5.8% | +1.7% | -7.5% | -4.2% |
| 30D | -22.1% | -4.2% | -17.9% | -25.1% |
| 3M | +10.1% | +8.9% | +1.2% | +20.0% |
| 6M | -6.8% | +10.9% | -17.6% | +3.6% |
| YTD | +8.5% | +21.5% | -12.9% | +32.1% |
| 1Y | -49.7% | +21.9% | -71.6% | -38.8% |
| 3Y | -95.6% | +109.2% | -204.9% | -90.7% |
| All | -97.0% | +82.5% | -179.5% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling